TradeSummaryMsg Struct Reference

Public Member Functions
UDT	timestamp () const ONIXS_LSE_GTP_NOTHROW
UInt64	instrument () const ONIXS_LSE_GTP_NOTHROW
SourceVenue::Enum	sourceVenue () const ONIXS_LSE_GTP_NOTHROW
UDT	transactionTime () const ONIXS_LSE_GTP_NOTHROW
Price	farPrice () const ONIXS_LSE_GTP_NOTHROW
Size	totalExecutedQuantity () const ONIXS_LSE_GTP_NOTHROW
Size	totalHiddenExecutedQuantity () const ONIXS_LSE_GTP_NOTHROW
Size	deletedOrderQuantity () const ONIXS_LSE_GTP_NOTHROW
Side::Enum	side () const ONIXS_LSE_GTP_NOTHROW
Size	bestBidSize () const ONIXS_LSE_GTP_NOTHROW
Price	bestBidPrice () const ONIXS_LSE_GTP_NOTHROW
Size	bestOfferSize () const ONIXS_LSE_GTP_NOTHROW
Price	bestOfferPrice () const ONIXS_LSE_GTP_NOTHROW
	TradeSummaryMsg (const void *data, MessageSize size) ONIXS_LSE_GTP_NOTHROW
Public Member Functions inherited from BinaryMessage
	BinaryMessage () ONIXS_LSE_GTP_NOTHROW
	BinaryMessage (const void *data, MessageSize size) ONIXS_LSE_GTP_NOTHROW
	BinaryMessage (const BinaryMessage &other) ONIXS_LSE_GTP_NOTHROW
ONIXS_LSE_GTP_EXPLICIT	operator bool () const ONIXS_LSE_GTP_NOTHROW
const void *	binary () const ONIXS_LSE_GTP_NOTHROW
MessageSize	binarySize () const ONIXS_LSE_GTP_NOTHROW
BinaryMessage &	operator= (const BinaryMessage &other) ONIXS_LSE_GTP_NOTHROW

Static Public Member Functions
static void	validateSize (MessageSize size)

Static Public Attributes
static ONIXS_LSE_GTP_CONST_OR_CONSTEXPR MessageSize	messageSize_ = 94

Additional Inherited Members
Public Types inherited from BinaryMessage
typedef MessageSize	BinarySize
Protected Member Functions inherited from BinaryFields< BinaryMessage, MessageSize >
FieldValue	ordinary (MessageSize offset) const ONIXS_LSE_GTP_NOTHROW
const FieldValue &	ordinaryRef (MessageSize offset) const ONIXS_LSE_GTP_NOTHROW
Enumeration::Enum	enumeration (MessageSize offset) const ONIXS_LSE_GTP_NOTHROW
StrRef	fixedStr (MessageSize offset) const ONIXS_LSE_GTP_NOTHROW

Detailed Description

Definition at line 36 of file TradeSummary.h.

Constructor & Destructor Documentation

TradeSummaryMsg()

TradeSummaryMsg ( const void * data, MessageSize size )

inline

Initializes instance over given memory block.

Definition at line 142 of file TradeSummary.h.

Member Function Documentation

bestBidPrice()

Price bestBidPrice ( ) const

inline

Price of best visible bid available on the book at execution completion.

Definition at line 111 of file TradeSummary.h.

bestBidSize()

Size bestBidSize ( ) const

inline

Aggregated size of all orders at the best buy price available on the book at execution completion.

Definition at line 104 of file TradeSummary.h.

bestOfferPrice()

Price bestOfferPrice ( ) const

inline

Price of best visible bid available on the book at execution completion.

Definition at line 125 of file TradeSummary.h.

bestOfferSize()

Size bestOfferSize ( ) const

inline

Aggregated size of all orders at the best buy price available on the book at execution completion.

Definition at line 118 of file TradeSummary.h.

deletedOrderQuantity()

Size deletedOrderQuantity ( ) const

inline

Order Quantity deleted due to Self Execution Prevention (SEP) during an execution.

Definition at line 90 of file TradeSummary.h.

farPrice()

Price farPrice ( ) const

inline

Far price is the highest price at which volume is depleted as part of the Matching Engine event in case of an aggressing buy order, or the lowest price at which volume is depleted in case of an aggressing sell order.

Definition at line 69 of file TradeSummary.h.

instrument()

UInt64 instrument ( ) const

inline

GTP Instrument Identifier.

Definition at line 46 of file TradeSummary.h.

side()

Side::Enum side ( ) const

inline

Definition at line 97 of file TradeSummary.h.

sourceVenue()

SourceVenue::Enum sourceVenue ( ) const

inline

Venue from which market data is received for the instrument.

Definition at line 53 of file TradeSummary.h.

timestamp()

UDT timestamp ( ) const

inline

Time the message was generated.

Definition at line 39 of file TradeSummary.h.

totalExecutedQuantity()

Size totalExecutedQuantity ( ) const

inline

Total quantity executed.

Definition at line 76 of file TradeSummary.h.

totalHiddenExecutedQuantity()

Size totalHiddenExecutedQuantity ( ) const

inline

Total hidden order quantity executed.

Definition at line 83 of file TradeSummary.h.

transactionTime()

UDT transactionTime ( ) const

inline

Execution timestamp as reported by the supported market.

Definition at line 60 of file TradeSummary.h.

validateSize()

void validateSize ( MessageSize size )

inlinestatic

Check the given size.

Definition at line 135 of file TradeSummary.h.

Member Data Documentation

messageSize_

ONIXS_LSE_GTP_CONST_OR_CONSTEXPR MessageSize messageSize_ = 94

static

Total message size.

Definition at line 132 of file TradeSummary.h.